[Haskell-beginners] Open-ended list comprehension

Hello all, when I write my own recursions, I often end up with something like a : b : c : (f x) where f x returns a list. I assume this avoids the costly (++) function, right? But when I use list comprehensions I always get a complete list and it is costly to append something to it. How can I use the power of list comprehensions, but return an [a]->[a] instead of an [a]? Is this a good idea at all, or will I pile up thunks?